Replication codes for papers with equity premia!


#1

Dear all,

I thought I would post the following replication codes in case they are useful to anyone. There are some alternative versions of these codes floating around but didn’t always work for me.

(1) Bilbiie, Ghironi, Melitz (2-12) – Endogenous entry, product variety, and business cycles (https://www.journals.uchicago.edu/doi/abs/10.1086/665825). See both the model with capital (bgm_nok.mod) and the version with capital (bgm_k.mod)

(2) Croce (2014) Long-run productivity risk : A new hope for production-based asset pricing? croce_rep.mod

(3) Jermann (1998) Asset pricing in production economies jermann_2_jr.mod

<a class=“attachment” href="/uploacro_rep.mod (3.5 KB)
ds/default/original/2X/4/421f60b988483eacd7b1f8e9a0160e1208c9b4fd.mod">bgm_k.mod (1.8 KB)
bgm_nok.mod (2.0 KB)

Jakejermann_2_jr.mod (1.5 KB)